Quantbot Technologies Portfolio holdings
Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$16.8M |
| 2 |
Air Products & Chemicals
APD
|
+$15.2M |
| 3 |
Broadcom
AVGO
|
+$14.4M |
| 4 |
AABA
Altaba Inc
AABA
|
+$14.2M |
| 5 |
Progressive
PGR
|
+$13.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$16.6M |
| 2 |
DuPont de Nemours
DD
|
+$13.3M |
| 3 |
PayPal
PYPL
|
+$11.5M |
| 4 |
PepsiCo
PEP
|
+$10.4M |
| 5 |
HP
HPQ
|
+$9.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 16.94% |
| 2 | Technology | 15.71% |
| 3 | Consumer Discretionary | 15.41% |
| 4 | Healthcare | 12.01% |
| 5 | Financials | 11.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
501
Huntington Ingalls Industries
HII
$12.4B
| $659K | 0.04% |
3,042
-2,537
| -45% | -$589K |
2017 Q4
2 quarters
|
|
502
Wingstop
WING
$4.51B
| $657K | 0.04% |
+12,620
| New | +$643K |
2018 Q2
0 quarters
|
|
503
DELISTED
Primo Water Corporation
PRMW
| $657K | 0.04% |
39,702
+4,211
| +12% | +$65.3K |
2016 Q1
9 quarters
|
|
504
Howmet Aerospace
HWM
$89.1B
| $655K | 0.04% |
+50,243
| New | +$745K |
2018 Q2
0 quarters
|
|
505
DELISTED
Air Transport Services Group
ATSG
| $653K | 0.04% |
+28,920
| New | +$637K |
2018 Q2
0 quarters
|
|
506
Molina Healthcare
MOH
$10.9B
| $652K | 0.04% |
+6,667
| New | +$581K |
2018 Q2
0 quarters
|
|
507
Consolidated Edison
ED
$44.2B
| $651K | 0.04% |
+8,352
| New | +$638K |
2018 Q2
0 quarters
|
|
508
GSK
GSK
$101B
| $649K | 0.04% |
+12,890
| New | +$649K |
2018 Q2
0 quarters
|
|
|
AUY
509
DELISTED
Yamana Gold, Inc.
AUY
| $649K | 0.04% |
223,918
-40,884
| -15% | -$119K |
2018 Q1
1 quarter
|
|
510
Shopify
SHOP
$192B
| $642K | 0.04% |
44,050
-145,270
| -77% | -$2.06M |
2017 Q3
3 quarters
|
|
511
Fastenal
FAST
$63.7B
| $638K | 0.04% |
+53,068
| New | +$687K |
2018 Q2
0 quarters
|
|
512
Nabors Industries
NBR
$1.32B
| $635K | 0.04% |
1,984
+634
| +47% | +$233K |
2017 Q2
4 quarters
|
|
513
Royal Bank of Canada
RY
$282B
| $635K | 0.04% |
+8,441
| New | +$646K |
2018 Q2
0 quarters
|
|
|
FTR
514
DELISTED
Frontier Communications Corp.
FTR
| $627K | 0.04% |
117,058
+113,788
| +3,480% | +$928K |
2017 Q3
3 quarters
|
|
515
First Majestic Silver
AG
$7.28B
| $626K | 0.04% |
+82,100
| New | +$575K |
2018 Q2
0 quarters
|
|
516
Alexandria Real Estate Equities
ARE
$7.85B
| $624K | 0.04% |
+4,950
| New | +$619K |
2018 Q2
0 quarters
|
|
517
Bio-Rad Laboratories Class A
BIO
$10.4B
| $623K | 0.04% |
2,161
-4,753
| -69% | -$1.31M |
2017 Q4
2 quarters
|
|
|
WRI
518
DELISTED
Weingarten Realty Investors
WRI
| $621K | 0.04% |
20,163
-35,180
| -64% | -$1M |
2018 Q1
1 quarter
|
|
519
Rush Enterprises Class A
RUSHA
$5.24B
| $617K | 0.04% |
48,067
-1,633
| -3% | -$20.7K |
2017 Q3
3 quarters
|
|
520
Globe Life
GL
$12.2B
| $615K | 0.04% |
7,563
+5,042
| +200% | +$428K |
2018 Q1
1 quarter
|
|
521
Cadence Design Systems
CDNS
$90.3B
| $612K | 0.04% |
14,143
-231,919
| -94% | -$9.5M |
2017 Q4
2 quarters
|
|
522
L3Harris
LHX
$51.5B
| $611K | 0.04% |
+4,232
| New | +$655K |
2018 Q2
0 quarters
|
|
523
Sensata Technologies
ST
$5.87B
| $611K | 0.04% |
+12,846
| New | +$669K |
2018 Q2
0 quarters
|
|
|
XOG
524
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $607K | 0.04% |
41,322
+34,056
| +469% | +$492K |
2017 Q2
4 quarters
|
|
525
Emcor
EME
$29.2B
| $604K | 0.04% |
7,930
+5,369
| +210% | +$416K |
2017 Q4
2 quarters
|
|
Similar funds
Quantbot Technologies's Q2 2018 Portfolio in Review
As of Q2 2018, Quantbot Technologies held 1,716 positions worth $1.47B, up 26% from $1.16B the previous quarter. Its ten largest holdings account for 9.3% of the portfolio.
Quantbot Technologies deployed $322M of net new capital in Q2 2018, opening 531 new positions and adding to 367 existing holdings. Its largest new stake was Altaba Inc: 189,286 shares worth $13.9M.
By sector, the portfolio is most concentrated in Industrials at 17% of assets, up from 12% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Cisco, an estimated $16.6M trimmed.
- Quantbot Technologies's largest Q2 2018 buy was Altaba Inc: 189,286 shares worth $13.9M.
- Quantbot Technologies added most to Caterpillar in Q2 2018, an estimated $16.8M increase.
- Quantbot Technologies's biggest Q2 2018 reduction was Cisco, cutting an estimated $16.6M.
- Quantbot Technologies fully exited DuPont de Nemours in Q2 2018, selling an estimated $13.3M.
- Quantbot Technologies's ten largest holdings make up 9.3% of its $1.47B portfolio in Q2 2018.
- Quantbot Technologies opened 531 new positions and closed 551 in Q2 2018.
- Quantbot Technologies's portfolio value rose 26% quarter-over-quarter to $1.47B.
Based on Quantbot Technologies's 13F filing for Q2 2018, filed 13 Aug 2018.